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National Institute for Applied Statistics Research Australia Seminar Series

June 13, 2019 @ 2:30 pm - 3:30 pm

Speaker:

Dr Michael Betancourt is the principal research scientist

Symplectomorphic, LLC

 Title:

Scalable Bayesian Inference with Hamiltonian Monte Carlo

Abstract:​

Despite the promise of big data, inferences are often limited not by sample size but rather by systematic effects.  Only by carefully modelling these effects can we take full advantage of the data — big data must be complemented with big models and the algorithms that can fit them.  One such algorithm is Hamiltonian Monte Carlo, which exploits the inherent geometry of the posterior distribution to admit full Bayesian inference that scales to the complex models of practical interest.  In this talk I will present a conceptual discussion of the challenges inherent to Bayesian computation and the foundations of why

Hamiltonian Monte Carlo in uniquely suited to surmount them.

Details

Date:
June 13, 2019
Time:
2:30 pm - 3:30 pm
Events Categories:
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Events Tags:
Website:
https://niasra.uow.edu.au/index.html

Organiser

NIASRA
Phone:
Pauline O'Shaughnessy
Website:
https://niasra.uow.edu.au/index.html

Other

Speaker
Dr Michael Betancourt

Venue

Building 39A Room 208
University of Wollongong
Wollongong, NSW Australia
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